BGE how can I run a sound file while a key is pressed?
You can have a sound play on a key press and stop on the release of that key by using the "Play Stop" setting on the sound actuator



When the sound actuator is set to "Play Stop," when it receives a positive pulse from the connected controller, it will start playing the selected audio file. When it receives a negative pulse form the connected controller, it will stop playing the selected audio file. In this case, we are using a Keyboard sensor, which simply sends a positive pulse to the connected controller on key press, and a negative pulse on release.